Trade Fills
Supported Models
You can also see our Videos. You can also get in touch with us via Discord.
Did you find this page helpful?
Contribute to the documentation:
Browse
Cloud Platform
Writing Algorithms
▶Key Concepts
- Getting Started
- Algorithm Engine
- Multi-Asset Modeling
- ▶Time Modeling
- Security Identifiers
- Event Handlers
- Python and LEAN
- Research Guide
- Libraries
- Glossary
Initialization
▶Securities
- Key Concepts
- Properties
- Exchange
- Requesting Data
- Handling Data
- ▶Asset Classes
- ▶US Equity
- ▶India Equity
- ▶Equity Options
- ▶Crypto
- ▶Crypto Futures
- ▶Forex
- ▶Futures
- ▶Future Options
- ▶Index
- ▶Index Options
- ▶CFD
- Requesting Data
- Handling Data
- ▶Market Hours
- AU200AUD
- BCOUSD
- CH20CHF
- CORNUSD
- DE10YBEUR
- DE30EUR
- DXYUSD
- ES35EUR
- EU50EUR
- FR40EUR
- HK33HKD
- IT40EUR
- JP225JPY
- JP225USD
- NAS100USD
- NATGASUSD
- NL25EUR
- SG30SGD
- SOYBNUSD
- SPX500USD
- SUGARUSD
- UK100GBP
- UK10YBGBP
- US2000USD
- US30USD
- USB02YUSD
- USB05YUSD
- USB10YUSD
- USB30YUSD
- WHEATUSD
- WTICOUSD
- XAGAUD
- XAGCAD
- XAGCHF
- XAGEUR
- XAGGBP
- XAGHKD
- XAGJPY
- XAGNZD
- XAGSGD
- XAGUSD
- XAUAUD
- XAUCAD
- XAUCHF
- XAUEUR
- XAUGBP
- XAUHKD
- XAUJPY
- XAUNZD
- XAUSGD
- XAUUSD
- XAUXAG
- XCUUSD
- XPDUSD
- XPTUSD
▶Portfolio
▶Universes
- Key Concepts
- Settings
- Equity
- Equity Options
- Crypto
- Futures
- Future Options
- Index Options
- Custom Universes
- Chained Universes
- Alternative Data Universes
▶Datasets
- Overview
- ▶QuantConnect
- ▶AlgoSeek
- ▶Morningstar
- ▶TickData
- ▶TrueData
- ▶CoinAPI
- ▶OANDA
- ▶Benzinga
- ▶Blockchain
- ▶Brain
- ▶CBOE
- ▶CoinGecko
- ▶CryptoSlam!
- ▶Energy Information Administration
- ▶ExtractAlpha
- ▶FRED
- ▶Kavout
- ▶Nasdaq
- ▶Quiver Quantitative
- ▶RegAlytics
- ▶Securities and Exchange Commission
- ▶Smart Insider
- ▶Tiingo
- ▶Treasury Department
- ▶VIX Central
▶Importing Data
- Key Concepts
- ▶Streaming Data
- Key Concepts
- ▶Custom Securities
- ▶Custom Universes
- Bulk Downloads
▶Consolidating Data
- Getting Started
- ▶Consolidator Types
- Consolidator History
- Updating Indicators
▶Historical Data
▶Trading and Orders
- Key Concepts
- ▶Order Management
- ▶Order Types
- Position Sizing
- Liquidating Positions
- Crypto Trades
- ▶Option Strategies
- Order Properties
- Order Events
- Order Errors
- Trade Statistics
- Trading Calendar
- Financial Advisors
▶Reality Modeling
- Key Concepts
- ▶Trade Fills
- ▶Slippage
- ▶Transaction Fees
- ▶Brokerages
- Buying Power
- ▶Settlement
- ▶Options Models
- ▶Margin Interest Rate
- Margin Calls
Scheduled Events
▶Indicators
- ▶Supported Indicators
- ▶Candlestick Patterns
- Abandoned Baby
- Advance Block
- Belt Hold
- Breakaway
- Closing Marubozu
- Concealed Baby Swallow
- Counterattack
- Dark Cloud Cover
- Doji
- Doji Star
- Dragonfly Doji
- Engulfing
- Evening Doji Star
- Evening Star
- Gap Side By Side White
- Gravestone Doji
- Hammer
- Hanging Man
- Harami
- Harami Cross
- High Wave Candle
- Hikkake
- Hikkake Modified
- Homing Pigeon
- Identical Three Crows
- In Neck
- Inverted Hammer
- Kicking
- Kicking By Length
- Ladder Bottom
- Long Legged Doji
- Long Line Candle
- Marubozu
- Mat Hold
- Matching Low
- Morning Doji Star
- Morning Star
- On Neck
- Piercing
- Rickshaw Man
- Rise Fall Three Methods
- Separating Lines
- Shooting Star
- Short Line Candle
- Spinning Top
- Stalled Pattern
- Stick Sandwich
- Takuri
- Tasuki Gap
- Three Black Crows
- Three Inside
- Three Line Strike
- Three Outside
- Three Stars In South
- Three White Soldiers
- Thrusting
- Tristar
- Two Crows
- Unique Three River
- Up Down Gap Three Methods
- Upside Gap Two Crows
- Absolute Price Oscillator
- Acceleration Bands
- Accumulation Distribution
- Accumulation Distribution Oscillator
- Advance Decline Difference
- Advance Decline Ratio
- Advance Decline Volume Ratio
- Arms Index
- Arnaud Legoux Moving Average
- Aroon Oscillator
- Augen Price Spike
- Auto Regressive Integrated Moving Average
- Average Directional Index
- Average Directional Movement Index Rating
- Average True Range
- Awesome Oscillator
- Balance Of Power
- Beta
- Bollinger Bands
- Chaikin Money Flow
- Chande Momentum Oscillator
- Commodity Channel Index
- Coppock Curve
- De Marker Indicator
- Detrended Price Oscillator
- Donchian Channel
- Double Exponential Moving Average
- Ease Of Movement Value
- Exponential Moving Average
- Filtered Identity
- Fisher Transform
- Fractal Adaptive Moving Average
- Heikin Ashi
- Hull Moving Average
- Ichimoku Kinko Hyo
- Identity
- Intraday Vwap
- Kaufman Adaptive Moving Average
- Kaufman Efficiency Ratio
- Keltner Channels
- Least Squares Moving Average
- Linear Weighted Moving Average
- Log Return
- Mass Index
- Maximum
- Mc Clellan Oscillator
- Mc Clellan Summation Index
- Mean Absolute Deviation
- Mid Point
- Mid Price
- Minimum
- Momentum
- Momentum Percent
- Momersion Indicator
- Money Flow Index
- Moving Average Convergence Divergence
- Normalized Average True Range
- On Balance Volume
- Parabolic Stop And Reverse
- Percentage Price Oscillator
- Pivot Points High Low
- Rate Of Change
- Rate Of Change Percent
- Rate Of Change Ratio
- Regression Channel
- Relative Daily Volume
- Relative Moving Average
- Relative Strength Index
- Relative Vigor Index
- Schaff Trend Cycle
- Sharpe Ratio
- Simple Moving Average
- Sortino Ratio
- Standard Deviation
- Stochastic
- Sum
- Super Trend
- Swiss Army Knife
- T3 Moving Average
- Target Downside Deviation
- Time Profile
- Triangular Moving Average
- Triple Exponential Moving Average
- Trix
- True Range
- True Strength Index
- Ultimate Oscillator
- Variance
- Volume Profile
- Volume Weighted Average Price Indicator
- Wilder Accumulative Swing Index
- Wilder Moving Average
- Wilder Swing Index
- Williams Percent R
- ▶Candlestick Patterns
- Key Concepts
- Manual Indicators
- Automatic Indicators
- Plotting Indicators
- Combining Indicators
- Custom Indicators
- Indicator Universes
- Rolling Window
Object Store
Parameters
▶Machine Learning
▶Algorithm Framework
- Overview
- ▶Universe Selection
- ▶Alpha
- ▶Portfolio Construction
- ▶Risk Management
- ▶Execution
- Hybrid Algorithms
- Insight Manager